extractAIC.spARCH {spGARCH}

Computes the Akaike information criterion

Description

The function extracts the log-likelihood of a spatial ARCH model.

Usage

## S3 method for class 'spARCH'
extractAIC(fit, scale, k = 2, ...)

Arguments

fit

spARCH object (fitted model resulting of qml.spARCH).

scale

currently unused for spARCH objects.

k

parameter specifying the weight for the penalizing term.

...

Other arguments.

Details

Numeric vector of length 2 is returned. The first element specify the edf (equivalent degree of freedom) and the Akaike information criterion is returned as second element.

Author(s)

Philipp Otto [e-mail]